Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49118.64 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45057.1 Kr¶

PnL: ---------------------------------------> 1.1 Kr¶

DD now: ---------------------------------> -7.533 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:06:25.967895'

Anic Portfolio¶

Today¶

Return: -1.207 %¶

This Week¶

Return: -0.374 %¶

Total portfolio value¶

Return including deposits: 60.802 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.010000 1667.520000 198.520000 13.510000 1468.999998
Orrön Energy 180 -2.130000 2155.500000 112.500000 5.510000 2043.000000
Atrium Ljungberg B 5 0.050000 995.500000 60.500000 6.470000 935.000000
Sagax B 4 0.580000 902.400000 48.400000 5.670000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -0.760000 832.400000 40.400000 5.100000 792.000000
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 -0.220000 999.600000 32.600000 3.370000 966.999996
Platzer Fastigheter Holding B 12 -2.710000 992.400000 31.400000 3.270000 960.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
OX2 13 1.020000 964.600000 14.600000 1.540000 949.999999
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
Sedana Medical 93 -5.240000 2522.160000 1.160000 0.050000 2521.000011
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
Clas Ohlson B 12 -2.010000 964.200000 -8.800000 -0.900000 972.999996
ASSA ABLOY B 3 -1.650000 766.800000 -12.200000 -1.570000 779.000001
EQT 4 -2.300000 817.200000 -14.800000 -1.780000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.390000 905.500000 -34.500000 -3.670000 940.000000
Addnode Group B 11 -2.070000 883.300000 -37.700000 -4.090000 921.000003
Indutrade 5 -1.180000 1176.000000 -42.000000 -3.450000 1218.000000
Latour B 4 -0.640000 810.800000 -46.200000 -5.390000 857.000000
Bufab 3 -0.860000 1041.600000 -67.400000 -6.080000 1109.000001
Vitec Software Group B 2 -4.250000 1014.000000 -73.000000 -6.720000 1087.000000
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
Hexagon B 26 -2.990000 3330.600000 -130.400000 -3.770000 3461.000010
TOTAL 45057.100000 1.100000 -7.53329% 45056.000411

Updated:¶

'2023-07-05 15:06:42.695958'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶